Did you know that july is national hot dog month? There's also a specific hot dog day this month too. New york is famous for it's "Dirty water dogs" From street carts. Loaded with mustard (new yorkers take their dogs with mustard) and all the toppings, they're delicious as long as you don't spend too much time worrying about what's in them. Cocktail parties often have trays of pigs in a blanket: little baby hot dogs wrapped in puff pastry, sometimes with cheese, and baked until poofy and golden brown. This recipe uses filo dough, which is flaky, flavorful, and has texture. In addition to pork, you can find beef and turkey hot dog options. There's also a whole variety of interesting chicken sausages to choose from that would work just as well.